Properties of Conditional Expectation Operators and Sufficient Subfields
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Publication:6221998
arXiv1011.5162MaRDI QIDQ6221998FDOQ6221998
Authors: Andrew Tausz 
Publication date: 23 November 2010
Abstract: We discuss some properties of conditional expectation operators, and use these facts to prove an interesting counterexample regarding sufficient statistics. In particular, we show that there exists sufficient random variables X and Y, such that (X, Y) are jointly not sufficient. We follow the work of Burkholder and Chow, presenting complete proofs and supplying missing steps.
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